We have an On-Premise SharePoint Server 2013 installation. We have configured all our Site Collections to have the default of 'Open in the Client Application'. As this is preferred over opening in the Web App. We recently migrated users into the new MS Edge browser and Office M365 desktop apps, but now the Edge browser doesn't respect the setting for opening Office files in the client application, and always opens the file in the browser (Office Web App) when opening the file from a SharePoint 2013 Document Library (regardless of what settings are changed in SharePoint or in local options of the desktop app).
I'm aware that this setting works fine if it is SharePoint Online when using Edge, but there appears to be no way to resolve this for older on-premise SharePoint Servers. This setting is respected by Internet Explorer, but not by Edge. Is there a way to make this work in Edge?